European CLOs—Too Big to Hold?

In this episode, Gordon Kerr, KBRA Head of European Research, speaks with Gabriele Gramazio from KBRA’s Structured Credit ratings team. Gabriele and Gordon discuss the large exposures held within European CLOs and the idiosyncratic risks associated with leveraged loans across the market. The conversation focuses on the content from a recently published research report that can be found on kbra.com.